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Convergence of Approximate and Packet Routing Equilibria to Nash Flows Over Time

Neil Olver, Leon Sering, Laura Vargas Koch

TL;DR

The paper addresses whether dynamic traffic equilibria are robust to perturbations and transferable between nonatomic flow-over-time and atomic packet-models. It introduces strict $\delta$-equilibria and proves a unified convergence theorem showing that these perturbed trajectories converge to the exact dynamic equilibrium as $\delta\to 0$, with corollaries for $\varepsilon$-equilibria and packet-model equilibria. The approach relies on embedding packet equilibria into a continuous framework, exploiting thin-flow structures and a careful analysis over generalized subnetworks to control deviations both before and after reaching steady state. The results provide a principled justification for using nonatomic models as predictive tools and enable stability transfer to discrete, packet-based settings, with potential extensions to perturbations of transit times, capacities, and demand. While the bounds are not explicitly tight, the methodology offers a robust route for translating stability insights across dynamic traffic models and perturbations.

Abstract

We consider a dynamic model of traffic that has received a lot of attention in the past few years. Infinitesimally small agents aim to travel from a source to a destination as quickly as possible. Flow patterns vary over time, and congestion effects are modeled via queues, which form based on the deterministic queueing model whenever the inflow into a link exceeds its capacity. Are equilibria in this model meaningful as a prediction of traffic behavior? For this to be the case, a certain notion of stability under ongoing perturbations is needed. Real traffic consists of discrete, atomic ''packets'', rather than being a continuous flow of non-atomic agents. Users may not choose an absolutely quickest route available, if there are multiple routes with very similar travel times. We would hope that in both these situations -- a discrete packet model, with packet size going to 0, and $ε$-equilibria, with $ε$ going to 0 -- equilibria converge to dynamic equilibria in the flow over time model. No such convergence results were known. We show that such a convergence result does hold in single-commodity instances for both of these settings, in a unified way. More precisely, we introduce a notion of ''strict'' $ε$-equilibria, and show that these must converge to the exact dynamic equilibrium in the limit as $ε\to 0$. We then show that results for the two settings mentioned can be deduced from this with only moderate further technical effort.

Convergence of Approximate and Packet Routing Equilibria to Nash Flows Over Time

TL;DR

The paper addresses whether dynamic traffic equilibria are robust to perturbations and transferable between nonatomic flow-over-time and atomic packet-models. It introduces strict -equilibria and proves a unified convergence theorem showing that these perturbed trajectories converge to the exact dynamic equilibrium as , with corollaries for -equilibria and packet-model equilibria. The approach relies on embedding packet equilibria into a continuous framework, exploiting thin-flow structures and a careful analysis over generalized subnetworks to control deviations both before and after reaching steady state. The results provide a principled justification for using nonatomic models as predictive tools and enable stability transfer to discrete, packet-based settings, with potential extensions to perturbations of transit times, capacities, and demand. While the bounds are not explicitly tight, the methodology offers a robust route for translating stability insights across dynamic traffic models and perturbations.

Abstract

We consider a dynamic model of traffic that has received a lot of attention in the past few years. Infinitesimally small agents aim to travel from a source to a destination as quickly as possible. Flow patterns vary over time, and congestion effects are modeled via queues, which form based on the deterministic queueing model whenever the inflow into a link exceeds its capacity. Are equilibria in this model meaningful as a prediction of traffic behavior? For this to be the case, a certain notion of stability under ongoing perturbations is needed. Real traffic consists of discrete, atomic ''packets'', rather than being a continuous flow of non-atomic agents. Users may not choose an absolutely quickest route available, if there are multiple routes with very similar travel times. We would hope that in both these situations -- a discrete packet model, with packet size going to 0, and -equilibria, with going to 0 -- equilibria converge to dynamic equilibria in the flow over time model. No such convergence results were known. We show that such a convergence result does hold in single-commodity instances for both of these settings, in a unified way. More precisely, we introduce a notion of ''strict'' -equilibria, and show that these must converge to the exact dynamic equilibrium in the limit as . We then show that results for the two settings mentioned can be deduced from this with only moderate further technical effort.
Paper Structure (39 sections, 30 theorems, 88 equations, 1 figure)

This paper contains 39 sections, 30 theorems, 88 equations, 1 figure.

Key Result

Theorem 2.1

Given any strategy profile $\varphi$, there is a unique associated outcome $(F^+, F^-, d)$.

Figures (1)

  • Figure 1: As an example consider a network with only two nodes $s$ and $t$ but four parallel arcs $e_1$ to $e_4$ with transit time $\tau_{e_i}=2i + 1$ and capacities $1$. The network inflow rate is $u_0 = 3$. On the left all hyperplanes are present and the equilibrium trajectory reaches steady state as soon as arcs $e_1$, $e_2$ and $e_3$ are active. To prove \ref{['thm:technical']} we consider inductively also generalized networks with less arcs. In the middle$e_3$ and $e_4$ are removed and therefore $\tilde{E} = \set{e_1, e_2}$ and $E^{\infty} = \emptyset$. We consider an interval $[\theta_0, \theta_1]$ such that all other hyperplanes keep distance to $\ell$. We split the interval at $\theta_{\mathrm{ss}}$ which is the first point in time $\ell$ comes $r_2$ close to the steady-state set $I$. Here, we also illustrated the equilibrium trajectory $\ell^{\bullet}$, which starts within $B_{r_3}(\ell(\theta_{\mathrm{ss}})) \cap I$ and therefore stays in steady state. $\ell^*$ and $\ell^{\bullet}$ are close due to the continuity of equilibrium trajectories; see \ref{['thm:continuity_of_Nash']}. On the right we choose the hyperplanes of $e_2$ and $e_3$, which means that $e_4$ is removed and $e_1$ is promoted to a free arc. Hence $\tilde{E} = \set{e_1, e_2, e_3}$ and $E^{\infty} = \set{e_1}$.

Theorems & Definitions (66)

  • Theorem 2.1
  • Theorem 2.2
  • Theorem 2.3: OSV21
  • Theorem 3.1
  • Theorem 3.2
  • Theorem 3.3
  • Definition 3.4
  • Theorem 3.5
  • Theorem 4.1
  • proof : Proof of \ref{['thm:main-full']}
  • ...and 56 more